The romance between Princess Madeleine of Sweden and her New York financier, Chris O’Neill, is still going strong. The couple, who share an apartment here, had dinner with her parents, King Carl Gustaf of Sweden and wife Queen Silvia, at Indochine on Saturday night. A customer at the hot spot told us, “The Swedes in the house paid their respects to King Carl and his party. It was packed, and the Swedish royals had a lively dinner, watched by their security, as the party swirled around them.”